PortfoliosLab logoPortfoliosLab logo
DPGC.L vs. ISWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPGC.L vs. ISWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.L) and iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

DPGC.L is traded in GBP, while ISWD.L is traded in GBp. To make them comparable, the ISWD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DPGC.L achieves a 10.12% return, which is significantly lower than ISWD.L's 20.37% return.


DPGC.L

1D
-0.02%
1M
4.64%
YTD
10.12%
6M
10.65%
1Y
3Y*
5Y*
10Y*

ISWD.L

1D
0.65%
1M
11.25%
YTD
20.37%
6M
20.71%
1Y
38.83%
3Y*
16.15%
5Y*
13.73%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPGC.L vs. ISWD.L - Yearly Performance Comparison


Correlation

The correlation between DPGC.L and ISWD.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.66

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DPGC.L vs. ISWD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DPGC.L

ISWD.L
ISWD.L Risk / Return Rank: 9292
Overall Rank
ISWD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISWD.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISWD.L Omega Ratio Rank: 9292
Omega Ratio Rank
ISWD.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
ISWD.L Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DPGC.L vs. ISWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.L) and iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DPGC.L vs. ISWD.L - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


DPGC.LISWD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

3.19

0.74

+2.45

Drawdowns

DPGC.L vs. ISWD.L - Drawdown Comparison

The maximum DPGC.L drawdown since its inception was -6.24%, smaller than the maximum ISWD.L drawdown of -31.52%. Use the drawdown chart below to compare losses from any high point for DPGC.L and ISWD.L.


Loading charts...

Drawdown Indicators


DPGC.LISWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-6.24%

-31.52%

+25.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.51%

Max Drawdown (3Y)

Largest decline over 3 years

-21.00%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

Max Drawdown (10Y)

Largest decline over 10 years

-24.90%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-1.25%

-3.61%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

Volatility

DPGC.L vs. ISWD.L - Volatility Comparison


Loading charts...

Volatility by Period


DPGC.LISWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

Volatility (1Y)

Calculated over the trailing 1-year period

9.11%

11.34%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.11%

13.27%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.11%

14.33%

-5.22%

DPGC.L vs. ISWD.L - Expense Ratio Comparison

DPGC.L has a 0.26% expense ratio, which is lower than ISWD.L's 0.60% expense ratio.


Dividends

DPGC.L vs. ISWD.L - Dividend Comparison

DPGC.L has not paid dividends to shareholders, while ISWD.L's dividend yield for the trailing twelve months is around 1.27%.


PositionTTM20252024202320222021202020192018201720162015
DPGC.L
Dimensional Global Core Equity UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISWD.L
iShares MSCI World Islamic UCITS ETF USD (Dist)
1.27%1.50%1.74%1.99%2.43%1.98%1.88%2.37%2.39%2.09%2.09%2.62%

Frequently Asked Questions


DPGC.L and ISWD.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DPGC.L is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DPGC.L is cheaper with a 0.26% expense ratio, compared with 0.60% for ISWD.L.

They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.26% for DPGC.L and 0.60% for ISWD.L.

Portfolio Optimizer

Find the right allocation for DPGC.L and ISWD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer